Soc. Generale Call 800 ASME 20.12.2024
/ DE000SF1HA30
Soc. Generale Call 800 ASME 20.12.../ DE000SF1HA30 /
2024-04-17 8:16:41 AM |
Chg.-0.38 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.29EUR |
-22.75% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
800.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
SF1HA3 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
800.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2021-06-15 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.64 |
Intrinsic value: |
1.13 |
Implied volatility: |
0.37 |
Historic volatility: |
0.29 |
Parity: |
1.13 |
Time value: |
0.70 |
Break-even: |
983.00 |
Moneyness: |
1.14 |
Premium: |
0.08 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.06 |
Spread %: |
3.39% |
Delta: |
0.75 |
Theta: |
-0.23 |
Omega: |
3.74 |
Rho: |
3.39 |
Quote data
Open: |
1.29 |
High: |
1.29 |
Low: |
1.29 |
Previous Close: |
1.67 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.29% |
1 Month |
|
|
-18.87% |
3 Months |
|
|
+330.00% |
YTD |
|
|
+207.14% |
1 Year |
|
|
+200.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.89 |
1.67 |
1M High / 1M Low: |
1.89 |
1.47 |
6M High / 6M Low: |
2.20 |
0.18 |
High (YTD): |
2024-03-08 |
2.20 |
Low (YTD): |
2024-01-16 |
0.29 |
52W High: |
2024-03-08 |
2.20 |
52W Low: |
2023-09-26 |
0.17 |
Avg. price 1W: |
|
1.78 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.68 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.86 |
Avg. volume 6M: |
|
430.56 |
Avg. price 1Y: |
|
0.64 |
Avg. volume 1Y: |
|
231.45 |
Volatility 1M: |
|
91.92% |
Volatility 6M: |
|
167.89% |
Volatility 1Y: |
|
155.47% |
Volatility 3Y: |
|
- |